GEIIX vs. GCGIX
GEIIX (Goldman Sachs Enhanced Income Fund) and GCGIX (Goldman Sachs Large Cap Growth Insights Fund) are both mutual funds - GEIIX is a Ultrashort Bond fund managed by Goldman Sachs, while GCGIX is a Large Cap Growth Equities fund managed by Goldman Sachs. Over the past 10 years, GEIIX returned 2.44%/yr vs 17.74%/yr for GCGIX. At a 0.02 correlation, their price movements are largely independent. GEIIX charges 0.36%/yr vs 0.54%/yr for GCGIX.
Performance
GEIIX vs. GCGIX - Performance Comparison
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Returns By Period
In the year-to-date period, GEIIX achieves a 1.14% return, which is significantly lower than GCGIX's 1.72% return. Over the past 10 years, GEIIX has underperformed GCGIX with an annualized return of 2.44%, while GCGIX has yielded a comparatively higher 17.74% annualized return.
GEIIX
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- 1.14%
- 6M
- 1.48%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 2.87%
- 10Y*
- 2.44%
GCGIX
- 1D
- 1.25%
- 1M
- -1.79%
- YTD
- 1.72%
- 6M
- 0.84%
- 1Y
- 19.26%
- 3Y*
- 25.50%
- 5Y*
- 15.14%
- 10Y*
- 17.74%
GEIIX vs. GCGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEIIX Goldman Sachs Enhanced Income Fund | 1.14% | 4.64% | 4.70% | 5.82% | -1.65% | 0.20% | 2.51% | 3.29% | 1.73% | 1.43% |
GCGIX Goldman Sachs Large Cap Growth Insights Fund | 1.72% | 15.51% | 53.44% | 37.56% | -29.62% | 29.10% | 32.21% | 29.70% | -4.58% | 29.75% |
Correlation
The correlation between GEIIX and GCGIX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.02 |
The correlation between GEIIX and GCGIX shifts across timeframes, from 0.02 (all time) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GEIIX vs. GCGIX — Risk / Return Rank
GEIIX
GCGIX
GEIIX vs. GCGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced Income Fund (GEIIX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GEIIX | GCGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +4.98 | ||
| Omega ratioGain probability vs. loss probability | 2.13 | 1.21 | +0.92 |
| Calmar ratioReturn relative to maximum drawdown | 6.56 | 1.09 | +5.48 |
| Martin ratioReturn relative to average drawdown | 30.33 | 3.50 | +26.84 |
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Drawdowns
GEIIX vs. GCGIX - Drawdown Comparison
The maximum GEIIX drawdown since its inception was -4.95%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GEIIX and GCGIX.
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Drawdown Indicators
| GEIIX | GCGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.95% | -65.78% | +60.83% |
Max Drawdown (1Y)Largest decline over 1 year | -0.63% | -17.25% | +16.62% |
Max Drawdown (3Y)Largest decline over 3 years | -0.63% | -25.10% | +24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -3.33% | -32.57% | +29.24% |
Max Drawdown (10Y)Largest decline over 10 years | -4.95% | -32.94% | +27.99% |
Current DrawdownCurrent decline from peak | -0.21% | -4.49% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -20.80% | +20.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.14% | 5.35% | -5.21% |
Volatility
GEIIX vs. GCGIX - Volatility Comparison
The current volatility for Goldman Sachs Enhanced Income Fund (GEIIX) is 0.52%, while Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a volatility of 5.67%. This indicates that GEIIX experiences smaller price fluctuations and is considered to be less risky than GCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEIIX | GCGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 5.67% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.09% | 12.76% | -11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.54% | 16.31% | -14.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.43% | 22.33% | -20.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.31% | 21.60% | -20.29% |
GEIIX vs. GCGIX - Expense Ratio Comparison
GEIIX has a 0.36% expense ratio, which is lower than GCGIX's 0.54% expense ratio.
Dividends
GEIIX vs. GCGIX - Dividend Comparison
GEIIX's dividend yield for the trailing twelve months is around 4.11%, less than GCGIX's 7.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCGIX Goldman Sachs Large Cap Growth Insights Fund | 7.37% | 7.50% | 23.16% | 7.08% | 19.27% | 42.43% | 9.71% | 4.02% | 10.10% | 4.76% | 0.76% | 0.87% |
GEIIX Goldman Sachs Enhanced Income Fund | 4.11% | 4.21% | 3.41% | 2.92% | 1.78% | 0.73% | 1.62% | 2.38% | 2.04% | 1.41% | 1.05% | 0.67% |
Frequently Asked Questions
GEIIX and GCGIX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCGIX has higher volatility (5.67%) compared to GEIIX (0.52%). In terms of maximum drawdown, GEIIX dropped -4.95% vs GCGIX's -65.78%.
GEIIX currently has the higher Sharpe Ratio (2.68 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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